Viewing: 1 - 38 of 38 papers
1.
Common Risk Factors in Currency Markets
Review of Financial Studies ( 2011), 24(11), .
Number of pages: 74
Posted: 01 Jun 2008
Last Revised: 27 Aug 2012
Accepted Paper Series
Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Common Risk Factors in Currency Markets
Review of Financial Studies ( 2011), 24(11), .
Number of pages: 74
Posted: 01 Jun 2008
Last Revised: 27 Aug 2012
Downloads
6,959
Common Risk Factors in Currency Markets
NBER Working Paper No. w14082
Number of pages: 63
Posted: 14 Jul 2008
Downloads
104
Downloads
6,959
2.
Top-Down Versus Bottom-Up Approaches in Risk Management
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 48
Posted: 13 Oct 2008
Working Paper Series
University Osnabrück, Chair of Banking and Finance
Downloads
1,212
3.
Derivatives Clearing, Default Risk, and Insurance
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 39
Posted: 28 Feb 2008
Last Revised: 14 Mar 2013
Working Paper Series
Simon Fraser University (SFU) - Department of Economics and HEC Paris - Finance Department
Downloads
671
4.
Portfolio Policies with Stock Options
Number of pages: 40
Posted: 04 Mar 2008
Last Revised: 15 Feb 2009
Working Paper Series
Universite du Luxembourg - School of Finance and Frankfurt School of Finance & Management
Downloads
659
5.
Shareholder Agreements and Firm Value: Evidence from French Listed Firms
Number of pages: 47
Posted: 14 Oct 2008
Last Revised: 13 Mar 2011
Working Paper Series
Université de Cergy-Pontoise
Downloads
496
6.
Multiple Large Shareholders, Control Contests, and Implied Cost of Equity
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 46
Posted: 13 Oct 2008
Working Paper Series
Saint Mary's University - Department of Finance & Management Science, University of South Carolina - Moore School of Business and University of Saskatchewan - Edwards School of Business
Downloads
422
7.
The Conditional Relation between Fama-French Betas and Return
Schmalenbach Business Review, Forthcoming
Number of pages: 30
Posted: 14 Oct 2008
Last Revised: 30 Sep 2013
Accepted Paper Series
University of Bonn and University of Mannheim - Finance Area
Downloads
409
8.
Why Do Firms Pay Cash in Acquisitions? Evidence from a Demand Perspective
AFA 2010 Atlanta Meetings Paper
Number of pages: 52
Posted: 25 May 2008
Last Revised: 21 Jan 2010
Working Paper Series
University of Queensland - Business School
Downloads
384
9.
Jumps, Cojumps and Macro Announcements
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 34
Posted: 13 Oct 2008
Last Revised: 26 Aug 2009
Working Paper Series
Facultés Universitaires Notre-Dame de la Paix (FUNDP), French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM) and Federal Reserve Bank of St. Louis - Research Division
Downloads
363
10.
Price Discovery and Liquidity in the European CO2 Futures Market: An Intraday Analysis
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 31
Posted: 14 Oct 2008
Working Paper Series
University of Bonn - Bonn Graduate School of Economics and University of Bonn - The Bonn Graduate School of Economics
Downloads
238
11.
A Market for Weather Risk? Worlds in Conflicts and Compromising
Number of pages: 34
Posted: 14 Oct 2008
Last Revised: 16 Jun 2015
Working Paper Series
Université Paris Dauphine and Université Paris I Panthéon-Sorbonne - Institut d'Administration des Entreprises de Paris (IAE Paris)
Downloads
219
12.
CMCDS Premia Implicit in the Term Structure of Corporate CDS Spreads
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 48
Posted: 14 Oct 2008
Last Revised: 15 Jul 2009
Working Paper Series
Università degli Studi della Calabria, University of Kent, Canterbury - Kent Business School and Cass Business School, Faculty of Finance, London, UK and Bergamo University, Italy
Downloads
205
13.
Regulating the Financial Analysis Industry: Is the European Directive Effective?
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 58
Posted: 13 Oct 2008
Last Revised: 14 May 2011
Working Paper Series
University of Neuchatel - Institute of Financial Analysis and University of Grenoble
There are 2 versions of this paper
Regulating the Financial Analysis Industry: Is the European Directive Effective?
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 58
Posted: 13 Oct 2008
Last Revised: 14 May 2011
Downloads
202
Regulating the Financial Analysis Industry: Is the European Directive Effective?
Number of pages: 43
Posted: 28 Feb 2008
Downloads
163
Downloads
202
14.
Trade Credit as a Signal of Quality
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 41
Posted: 14 Oct 2008
Working Paper Series
Univ. Lille, University of Lille II - GERME Research Center and University of Lille II - University of Lille LSMRC & ISA
Downloads
199
15.
Rational and Behavioral Motives to Trade: Evidence from Reinvestment of Dividends and Tender Offer Proceeds
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 38
Posted: 14 Oct 2008
Last Revised: 25 Sep 2009
Working Paper Series
Aalto University School of Business and Aalto University
Downloads
190
16.
Prop Ups During Lockups
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 68
Posted: 14 Oct 2008
Last Revised: 16 Mar 2011
Working Paper Series
University of Amsterdam - Finance Group
Downloads
186
17.
ADR Spreads and Their Informational Content: The Role of Relative US Investor Sentiment
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 42
Posted: 13 Oct 2008
Last Revised: 27 Nov 2008
Working Paper Series
The American College of Greece & IOBE - Foundation for Economic and Industrial Research
Downloads
174
18.
Stock Market Comovements and Industrial Structure
INSEAD Working Paper No. 2008/53
Number of pages: 41
Posted: 26 Aug 2008
Last Revised: 29 Dec 2008
Working Paper Series
INSEAD - Economics and Political Sciences and INSEAD
Downloads
155
19.
On the Use of Financial and Extra-Financial Information
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 41
Posted: 13 Oct 2008
Last Revised: 30 Oct 2008
Working Paper Series
French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG)
Downloads
152
20.
Hierarchical Hidden Markov Structure for Dynamic Correlations: The Hierarchical RSDC Model
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 34
Posted: 14 Oct 2008
Last Revised: 16 Oct 2008
Working Paper Series
Universities of Marseille and Université de la Mediterraneé
Downloads
135
21.
The Political Determinants of the Cost of Equity: Evidence from Newly Privatized Firms
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 42
Posted: 14 Oct 2008
Last Revised: 26 Nov 2010
Working Paper Series
HEC Montreal, American University of Sharjah - School of Business and Management and HEC Montreal
There are 3 versions of this paper
The Political Determinants of the Cost of Equity: Evidence from Newly Privatized Firms
Journal of Accounting Research, Forthcoming
Number of pages: 54
Posted: 03 Nov 2011
Downloads
153
The Political Determinants of the Cost of Equity: Evidence from Newly Privatized Firms
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 42
Posted: 14 Oct 2008
Last Revised: 26 Nov 2010
Downloads
125
The Political Determinants of the Cost of Equity: Evidence from Newly Privatized Firms
Number of pages: 57
Posted: 31 Mar 2010
Downloads
89
Downloads
125
22.
Conditional Skewness of Aggregate Market Returns
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 32
Posted: 13 Oct 2008
Working Paper Series
Thammasat University and Cornell University - School of Applied Economics and Management
There are 2 versions of this paper
Conditional Skewness of Aggregate Market Returns
Number of pages: 37
Posted: 07 Jul 2004
Downloads
397
Conditional Skewness of Aggregate Market Returns
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 32
Posted: 13 Oct 2008
Downloads
124
Downloads
124
23.
Long-Horizon Consumption Risk and the Cross-Section of Returns: New Tests and International Evidence
Paris December 2008 Finance International Meeting Paper
Number of pages: 36
Posted: 23 Oct 2008
Last Revised: 26 Oct 2009
Working Paper Series
Eberhard Karls Universitaet Tübingen, Bank for International Settlements (BIS) - Monetary and Economic Department and University of Muenster
Downloads
124
24.
Time-Varying Incentives in the Mutual Fund Industry
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Paper
Number of pages: 42
Posted: 14 Oct 2008
Last Revised: 14 Mar 2013
Working Paper Series
HEC Paris - Finance Department and Singapore Management University - School of Economics
There are 2 versions of this paper
Time-Varying Incentives in the Mutual Fund Industry
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Paper
Number of pages: 42
Posted: 14 Oct 2008
Last Revised: 14 Mar 2013
Downloads
112
Time-Varying Incentives in the Mutual Fund Industry
CEPR Discussion Paper No. DP6893
Number of pages: 48
Posted: 20 Aug 2008
Downloads
4
Downloads
112
25.
On the Modeling of Debt Maturity and Endogenous Default: A Caveat
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 17
Posted: 14 Oct 2008
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads
108
26.
Are French Individual Investors Reluctant to Realize Their Losses?
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 27
Posted: 14 Oct 2008
Working Paper Series
Strasbourg University, LaRGE Research Center, EM Strasbourg Business School, Strasbourg University, LaRGE Research Center, EM Strasbourg Business School and EM Strasbourg Business School
Downloads
96
27.
Stock Price and Systematic Risk Effects of Discontinuation of Corporate R&D Programs
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 35
Posted: 14 Oct 2008
Working Paper Series
American University of Sharjah and affiliation not provided to SSRN
Downloads
89
28.
Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts
The Geneva Risk and Insurance Review, Vol. 36, No. 1, 2010
Number of pages: 40
Posted: 14 Oct 2008
Last Revised: 13 Nov 2013
Accepted Paper Series
EMLYON Business School and University of Rennes 1
Downloads
86
29.
The Credit Risk Premium in a Disaster-Prone World
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 21
Posted: 13 Oct 2008
Working Paper Series
Cardiff University - Cardiff Business School and Cardiff University - Cardiff Business School - Economics Section
There are 2 versions of this paper
The Credit Risk Premium in a Disaster-Prone World
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 21
Posted: 13 Oct 2008
Downloads
77
The Credit Risk Premium in a Disaster-Prone World
Number of pages: 37
Posted: 16 Feb 2009
Downloads
38
Downloads
77
30.
A Smoke Screen Theory of Financial Intermediation
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 31
Posted: 13 Oct 2008
Working Paper Series
Banque de France
Downloads
74
31.
On the Information Content of the Order Flow: An Experiment
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 35
Posted: 13 Oct 2008
Working Paper Series
Universite de Toulouse - (IDEI - CRG), University of Toulouse 1 - Toulouse School of Economics (TSE) and HEC Paris - Finance Department
Downloads
66
32.
Consumption and Portfolio Choice with Option-Implied State Prices
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 1
Posted: 13 Oct 2008
Working Paper Series
Princeton University - Department of Economics and Duke University - Fuqua School of Business
There are 3 versions of this paper
Consumption and Portfolio Choice with Option-Implied State Prices
AFA 2009 San Francisco Meetings Paper
Number of pages: 47
Posted: 26 Feb 2008
Downloads
229
Consumption and Portfolio Choice with Option-Implied State Prices
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 1
Posted: 13 Oct 2008
Downloads
50
Consumption and Portfolio Choice with Option-Implied State Prices
NBER Working Paper No. w13854
Number of pages: 48
Posted: 19 Mar 2008
Last Revised: 01 Apr 2008
Downloads
25
Downloads
50
33.
Contributions to the Estimation of Mixed-State Conditionally Heteroscedastic Latent Factor Models: A Comparative Study
Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 27
Posted: 13 Oct 2008
Working Paper Series
Université Montpellier II and University of Montpellier III Paul Valéry
Downloads
40
34.
Welfare Implications of Exchange Rate Changes
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 42
Posted: 13 Oct 2008
Working Paper Series
International Monetary Fund - Monetary and Capital Markets Department
Downloads
29
35.
Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 50
Posted: 14 Oct 2008
Working Paper Series
University of Lausanne - Faculty of Business and Economics (HEC Lausanne)
There are 2 versions of this paper
Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias
Swiss Finance Institute Research Paper No. 08-06
Number of pages: 53
Posted: 16 Mar 2008
Downloads
142
Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 50
Posted: 14 Oct 2008
Downloads
23
Downloads
23
36.
A Jump-Diffusion Nominal Short Rate Model
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Posted: 13 Oct 2008
Last Revised: 03 Apr 2012
Working Paper Series
NEOMA Business School and Neoma Business School
37.
Dispersed Macroeconomic Information: Announcements, Revisions & Stock Returns
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Posted: 13 Oct 2008
Working Paper Series
University of Washington - Department of Finance and Business Economics
There are 2 versions of this paper
Information Aggregation Around Macroeconomic Announcements: Revisions Matter
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 47
Posted: 19 Mar 2008
Last Revised: 02 Apr 2011
Downloads
187
Dispersed Macroeconomic Information: Announcements, Revisions & Stock Returns
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Posted: 13 Oct 2008
38.
Rating Migrations: The Effect of History and Time
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Posted: 14 Oct 2008
Working Paper Series
University of Canterbury - Economics and Finance and University of Sydney - School of Business - Finance Discipline
There are 2 versions of this paper
Rating Migrations: The Effect of History and Time
Abacus, Vol. 50, Issue 2, pp. 174-202, 2014
Number of pages: 29
Posted: 05 Jun 2014
Downloads
1
Rating Migrations: The Effect of History and Time
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Posted: 14 Oct 2008
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